Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 129'800 | 129'800 | 57'961 | 57'961 | 45'510 CHF | 46'091 CHF | 99.90% | 99.90% |
19.11.2024 | 1.64% | 0.84 CHF | 0.85 CHF | 121'700 | 121'700 | 50'282 | 50'282 | 42'472 CHF | 43'087 CHF | 100.00% | 100.00% |
18.11.2024 | 1.26% | 0.84 CHF | 0.85 CHF | 125'900 | 125'900 | 57'353 | 57'353 | 46'494 CHF | 47'069 CHF | 99.90% | 99.90% |
15.11.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 124'900 | 124'900 | 51'054 | 51'054 | 42'525 CHF | 43'037 CHF | 100.00% | 100.00% |
14.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 122'700 | 122'700 | 54'756 | 54'756 | 45'717 CHF | 46'265 CHF | 100.00% | 100.00% |
13.11.2024 | 1.42% | 0.80 CHF | 0.81 CHF | 129'100 | 129'100 | 58'051 | 58'051 | 44'941 CHF | 45'549 CHF | 98.70% | 99.88% |
12.11.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 123'200 | 123'200 | 54'116 | 54'116 | 45'266 CHF | 45'808 CHF | 100.00% | 100.00% |
11.11.2024 | 3.63% | 0.86 CHF | 0.87 CHF | 130'300 | 130'300 | 32'695 | 32'695 | 26'659 CHF | 27'532 CHF | 99.56% | 99.56% |
08.11.2024 | 1.42% | 0.75 CHF | 0.76 CHF | 142'000 | 142'000 | 64'445 | 64'445 | 46'705 CHF | 47'350 CHF | 98.81% | 98.81% |
07.11.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 145'100 | 145'100 | 64'201 | 64'201 | 46'288 CHF | 46'931 CHF | 100.00% | 100.00% |